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This paper gives an overview of the capital requirements for banks. Regulatory capital is analyzed, followed by the discussion of economic capital. These ideas are used to explain risk adjusted performance measures. -- Regulatorisches Kapital ; ökonomisches Kapital ; RAROC ; RORAC
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This paper investigates bank portfolio composition under Basel II where the amount of required capital is determined by … bank's own risk assessment. We particularly show that in presence of asymmetric information between the bank and the …
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the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …
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